+125.1%
PM vs PSX
+349.1%
-224.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.1% |
| 7D | -1.3% | +2.8% | -4.1% | -1.5% |
| 30D | -2.6% | +27.8% | -30.3% | -4.5% |
| 3M | +5.8% | +42.0% | -36.2% | +2.6% |
| 6M | +10.6% | +58.1% | -47.6% | +6.2% |
| YTD | +17.2% | +105.0% | -87.9% | +9.6% |
| 1Y | +17.6% | +104.9% | -87.3% | +10.0% |
| 3Y | +124.3% | +134.1% | -9.8% | +102.9% |
| 5Y | +125.1% | +363.8% | -238.8% | +80.5% |
| All | +125.1% | +349.1% | -224.1% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling